• Title of article

    Quadratic variation for Gaussian processes and application to time deformation

  • Author/Authors

    Perrin، نويسنده , , Olivier، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1999
  • Pages
    13
  • From page
    293
  • To page
    305
  • Abstract
    We are interested in the functional convergence in distribution of the process of quadratic variations taken along a regular partition for a large class of Gaussian processes indexed by [0,1], including the standard Wiener process as a particular case. This result is applied to the estimation of a time deformation that makes a non-stationary Gaussian process stationary.
  • Keywords
    Functional convergence in distribution , Estimation , Quadratic variation process
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    1999
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1576487